+21.0%
EIX vs CF
+125.5%
-104.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.1% | -1.3% |
| 7D | +2.5% | +0.4% | +2.1% | +2.5% |
| 30D | +14.1% | +2.2% | +11.9% | +13.9% |
| 3M | -9.4% | +2.1% | -11.5% | -9.8% |
| 6M | -9.1% | -6.5% | -2.5% | -9.0% |
| YTD | +7.1% | +55.6% | -48.4% | +2.7% |
| 1Y | +13.3% | +42.3% | -29.0% | +9.2% |
| 3Y | +10.9% | +55.7% | -44.9% | +4.5% |
| 5Y | +21.0% | +122.4% | -101.5% | +15.3% |
| All | +21.0% | +125.5% | -104.5% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling